Sean Owen commented on SPARK-17934:

This might be on the border of things that are widely used enough to include in 
MLlib. You can of course implement this as a UDF.

> Support percentile scale in ml.feature
> --------------------------------------
>                 Key: SPARK-17934
>                 URL: https://issues.apache.org/jira/browse/SPARK-17934
>             Project: Spark
>          Issue Type: New Feature
>          Components: ML
>            Reporter: Lei Wang
> Percentile scale is often used in feature scale.
> In my project, I need to use this scaler.
> Compared to MinMaxScaler, PercentileScaler will not produce unstable result 
> due to anomaly large value.
> About percentile scale, refer to https://en.wikipedia.org/wiki/Percentile_rank

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